+1,767.1%
CVS vs LOW
+39,607.0%
-37,839.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +6.6% | +1.4% | +5.1% | +6.1% |
| 30D | -0.4% | +21.7% | -22.1% | -6.4% |
| 3M | -5.3% | +5.0% | -10.3% | -7.2% |
| 6M | -7.7% | +4.6% | -12.3% | -9.8% |
| YTD | +16.0% | -3.5% | +19.5% | +15.4% |
| 1Y | +16.2% | +0.5% | +15.7% | +14.0% |
| 3Y | +47.6% | +24.8% | +22.8% | +34.2% |
| 5Y | +12.3% | +6.5% | +5.9% | +5.1% |
| 10Y | +62.4% | +294.6% | -232.2% | -1.0% |
| All | +1,767.1% | +39,607.0% | -37,839.9% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling